Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 41.66% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 217'781 | 217'781 | 4'207 CHF | 6'388 CHF | 100.00% | 100.00% |
12.07.2024 | 41.06% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 217'596 | 217'596 | 4'301 CHF | 6'482 CHF | 100.00% | 100.00% |
11.07.2024 | 36.86% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 217'326 | 217'326 | 4'914 CHF | 7'095 CHF | 99.82% | 99.82% |
10.07.2024 | 31.49% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 214'149 | 214'149 | 5'823 CHF | 7'966 CHF | 100.00% | 100.00% |
09.07.2024 | 28.77% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 210'274 | 210'274 | 6'402 CHF | 8'512 CHF | 99.73% | 99.73% |
08.07.2024 | 25.01% | 0.03 CHF | 0.04 CHF | 210'000 | 210'000 | 207'521 | 207'521 | 7'414 CHF | 9'495 CHF | 100.00% | 100.00% |
05.07.2024 | 25.00% | 0.03 CHF | 0.04 CHF | 210'000 | 210'000 | 207'918 | 207'918 | 7'407 CHF | 9'488 CHF | 99.81% | 99.81% |
04.07.2024 | 27.81% | 0.03 CHF | 0.04 CHF | 210'000 | 210'000 | 213'982 | 213'982 | 6'738 CHF | 8'880 CHF | 100.00% | 100.00% |
03.07.2024 | 30.63% | 0.03 CHF | 0.04 CHF | 210'000 | 210'000 | 217'161 | 217'161 | 6'153 CHF | 8'327 CHF | 100.00% | 100.00% |
02.07.2024 | 39.07% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 217'787 | 217'787 | 4'566 CHF | 6'746 CHF | 100.00% | 100.00% |